+64.4%
EEM vs ALK
+16.0%
+48.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -2.8% | +9.0% | -11.8% | -4.4% |
| 30D | -11.9% | -1.6% | -10.3% | -11.8% |
| 3M | -8.8% | -23.2% | +14.4% | -4.6% |
| 6M | -11.6% | -3.9% | -7.8% | -11.7% |
| YTD | +9.0% | -22.6% | +31.6% | +11.7% |
| 1Y | +10.6% | -5.3% | +15.9% | +9.8% |
| 3Y | +64.4% | +18.6% | +45.8% | +51.7% |
| All | +64.4% | +16.0% | +48.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling